Aleksander Sobczyk

BlackRock, Inc

55 East 52nd Street

New York City, NY 10055

United States

SCHOLARLY PAPERS

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Scholarly Papers (2)

1.

What's in Your Benchmark? A Factor Analysis of Major Market Indexes

The Journal of Portfolio Management Quantitative Special Issue 2018, 44 (4) 46-59.
Posted: 15 Sep 2017 Last Revised: 14 Mar 2019
Ananth Madhavan, Aleksander Sobczyk and Andrew Ang
BlackRock, Inc., BlackRock, Inc and BlackRock, Inc

Abstract:

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Factors, Market-Capitalization Benchmarks, Factor Mimicking Portfolios

2.

Estimating Time-Varying Factor Exposures

Financial Analysts Journal, Fourth Quarter 2017, Vol. 73, No. 4: 41–54
Posted: 21 Dec 2016 Last Revised: 12 Mar 2019
Ananth Madhavan, Aleksander Sobczyk and Andrew Ang
BlackRock, Inc., BlackRock, Inc and BlackRock, Inc

Abstract:

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